+144.5%
AXON vs MSFU
+95.0%
+49.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.0% |
| 7D | -27.4% | +4.0% | -31.4% | -28.2% |
| 30D | -28.5% | -2.3% | -26.1% | -28.2% |
| 3M | -49.3% | +7.1% | -56.4% | -50.5% |
| 6M | -25.0% | +48.9% | -73.9% | -34.9% |
| YTD | -46.7% | +2.4% | -49.2% | -49.6% |
| 1Y | -48.3% | -8.1% | -40.2% | -49.8% |
| 3Y | +38.8% | +25.2% | +13.6% | +20.9% |
| All | +144.5% | +95.0% | +49.5% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling